-51.8%
FN vs GTLB
+100.0%
-151.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.5% | +11.3% |
| 7D | 0.0% | -11.1% | +11.0% | -2.4% |
| 30D | -34.3% | -7.5% | -26.8% | -34.6% |
| 3M | -39.9% | +34.8% | -74.6% | -31.0% |
| 6M | -51.8% | +98.0% | -149.8% | -29.7% |
| All | -51.8% | +100.0% | -151.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling